LUV vs. SFM
LUV (Southwest Airlines Co.) and SFM (Sprouts Farmers Market, Inc.) are both stocks. LUV operates in Airlines (Industrials), while SFM operates in Grocery Stores (Consumer Defensive). Over the past 10 years, LUV returned 0.82%/yr vs 13.14%/yr for SFM. At a 0.14 correlation, their price movements are largely independent.
Performance
LUV vs. SFM - Performance Comparison
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Returns By Period
In the year-to-date period, LUV achieves a 0.94% return, which is significantly lower than SFM's 4.02% return. Over the past 10 years, LUV has underperformed SFM with an annualized return of 0.82%, while SFM has yielded a comparatively higher 13.14% annualized return.
LUV
- 1D
- 0.56%
- 1M
- 0.10%
- YTD
- 0.94%
- 6M
- 10.70%
- 1Y
- 30.56%
- 3Y*
- 13.45%
- 5Y*
- -5.20%
- 10Y*
- 0.82%
SFM
- 1D
- 3.35%
- 1M
- 5.89%
- YTD
- 4.02%
- 6M
- -3.12%
- 1Y
- -50.71%
- 3Y*
- 35.93%
- 5Y*
- 24.61%
- 10Y*
- 13.14%
LUV vs. SFM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LUV Southwest Airlines Co. | 0.94% | 25.62% | 19.11% | -11.82% | -21.41% | -8.09% | -13.32% | 17.72% | -28.21% | 32.40% |
SFM Sprouts Farmers Market, Inc. | 4.02% | -37.30% | 164.12% | 48.63% | 9.06% | 47.66% | 3.88% | -17.69% | -3.45% | 28.70% |
Correlation
The correlation between LUV and SFM is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2013 | 0.14 |
The correlation between LUV and SFM shifts across timeframes, from 0.01 (1 year) to 0.15 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
LUV:
$20.89B
SFM:
$7.92B
LUV:
$1.56
SFM:
$5.20
LUV:
26.58
SFM:
15.95
LUV:
0.75
SFM:
0.91
LUV:
3.04
SFM:
5.52
LUV:
$28.88B
SFM:
$8.90B
LUV:
$6.36B
SFM:
$3.41B
LUV:
$2.74B
SFM:
$837.54M
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Return for Risk
LUV vs. SFM — Risk / Return Rank
LUV
SFM
LUV vs. SFM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Southwest Airlines Co. (LUV) and Sprouts Farmers Market, Inc. (SFM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| LUV | SFM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.80 | ||
| Sortino ratioReturn per unit of downside risk | +2.97 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 0.77 | +0.39 |
| Calmar ratioReturn relative to maximum drawdown | 0.92 | -0.82 | +1.73 |
| Martin ratioReturn relative to average drawdown | 1.85 | -1.13 | +2.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LUV | SFM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | -1.11 | +1.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.14 | 0.63 | -0.77 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.02 | 0.35 | -0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.16 | +0.18 |
Drawdowns
LUV vs. SFM - Drawdown Comparison
The maximum LUV drawdown since its inception was -78.25%, which is greater than SFM's maximum drawdown of -72.88%. Use the drawdown chart below to compare losses from any high point for LUV and SFM.
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Drawdown Indicators
| LUV | SFM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.25% | -72.88% | -5.37% |
Max Drawdown (1Y)Largest decline over 1 year | -33.49% | -62.17% | +28.68% |
Max Drawdown (3Y)Largest decline over 3 years | -42.93% | -63.48% | +20.55% |
Max Drawdown (5Y)Largest decline over 5 years | -61.44% | -63.48% | +2.04% |
Max Drawdown (10Y)Largest decline over 10 years | -64.76% | -63.48% | -1.28% |
Current DrawdownCurrent decline from peak | -30.42% | -53.84% | +23.42% |
Average DrawdownAverage peak-to-trough decline | -29.13% | -40.27% | +11.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.58% | 44.87% | -28.29% |
Volatility
LUV vs. SFM - Volatility Comparison
The current volatility for Southwest Airlines Co. (LUV) is 10.62%, while Sprouts Farmers Market, Inc. (SFM) has a volatility of 13.41%. This indicates that LUV experiences smaller price fluctuations and is considered to be less risky than SFM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LUV | SFM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.62% | 13.41% | -2.79% |
Volatility (6M)Calculated over the trailing 6-month period | 34.42% | 29.98% | +4.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.33% | 45.78% | -1.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.18% | 39.20% | -1.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.63% | 37.78% | -0.15% |
Dividends
LUV vs. SFM - Dividend Comparison
LUV's dividend yield for the trailing twelve months is around 1.73%, while SFM has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LUV Southwest Airlines Co. | 1.73% | 1.74% | 2.14% | 3.12% | 0.00% | 0.00% | 0.39% | 1.30% | 1.30% | 0.73% | 0.75% | 0.66% |
SFM Sprouts Farmers Market, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
LUV vs. SFM - Financials Comparison
This section allows you to compare key financial metrics between Southwest Airlines Co. and Sprouts Farmers Market, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
LUV vs. SFM - Profitability Comparison
LUV - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Southwest Airlines Co. reported a gross profit of 2.34B and revenue of 7.25B. Therefore, the gross margin over that period was 32.2%.
SFM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sprouts Farmers Market, Inc. reported a gross profit of 917.28M and revenue of 2.33B. Therefore, the gross margin over that period was 39.4%.
LUV - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Southwest Airlines Co. reported an operating income of 330.00M and revenue of 7.25B, resulting in an operating margin of 4.6%.
SFM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sprouts Farmers Market, Inc. reported an operating income of 215.31M and revenue of 2.33B, resulting in an operating margin of 9.2%.
LUV - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Southwest Airlines Co. reported a net income of 227.00M and revenue of 7.25B, resulting in a net margin of 3.1%.
SFM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sprouts Farmers Market, Inc. reported a net income of 163.72M and revenue of 2.33B, resulting in a net margin of 7.0%.
Frequently Asked Questions
LUV and SFM have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SFM has higher volatility (13.41%) compared to LUV (10.62%). In terms of maximum drawdown, LUV dropped -78.25% vs SFM's -72.88%.
LUV currently has the higher Sharpe Ratio (0.69 vs -1.11), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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